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Mathematics2022, 10(21), 4035;https://doi.org/10.3390/math10214035

Journal: MathematicsVolume: 10Number: 4035

Article: Nonlinear Contagion and Causality Nexus between Oil, Gold, VIX Investor Sentiment, Exchange Rate and Stock Market Returns: The MS-GARCH Copula Causality Method

Authors:
Melike E. Bildirici^1,*,
Memet Salman² and
Özgür Ömer Ersin^3,4

Link: https://www.mdpi.com/2227-7390/10/21/4035

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